These are the “web safe fonts” installed by default on both Windows and Mac OS X.
On modern browsers, you can now load fonts that aren't installed on the user's machine.
Instead of using images to display non-web safe fonts, there are other alternatives using javascript, flash, php, or combinations thereof to show text with the desired font. However, some of these may not be useable with certain main stream fonts because the way they work would be a copyright violation.